+89.6%
AXP vs CLX
-23.2%
+112.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -0.6% | +13.6% | -14.3% | -2.7% |
| 30D | +5.0% | +29.1% | -24.1% | +0.8% |
| 3M | -4.2% | +1.6% | -5.8% | -4.7% |
| 6M | +2.9% | +18.7% | -15.8% | -0.2% |
| YTD | -11.6% | +11.1% | -22.7% | -14.0% |
| 1Y | -11.1% | +7.0% | -18.1% | -13.0% |
| 3Y | +116.7% | -10.0% | +126.7% | +117.5% |
| 5Y | +89.6% | -22.6% | +112.2% | +87.8% |
| All | +89.6% | -23.2% | +112.8% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling